+83.6%
USB vs XYZ
+637.1%
-553.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | -0.5% | -2.2% | +1.6% | -0.2% |
| 30D | +5.7% | +11.6% | -5.9% | +3.5% |
| 3M | -4.7% | +8.4% | -13.1% | -6.3% |
| 6M | +13.4% | +17.2% | -3.7% | +9.6% |
| YTD | +17.0% | +31.7% | -14.7% | +9.8% |
| 1Y | +32.4% | +30.1% | +2.3% | +24.3% |
| 3Y | +101.7% | +66.4% | +35.2% | +75.9% |
| 5Y | +24.4% | -62.2% | +86.6% | +27.1% |
| 10Y | +83.6% | +621.5% | -538.0% | +14.5% |
| All | +83.6% | +637.1% | -553.5% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XYZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling